Senior Analyst – RISQ/MOD

 

ROLE DETAILS

Role Level: Senior Analyst – RISQ/MOD

Role Classification: Expert

Department: MOD (Model Development)

 

ORGANISATION

Société Générale Global Solution Center (SG GSC), a 100% owned subsidiary of European banking major Société Générale (SG). Our role and purpose are to enable the strategic vision of Société Générale Group. We are doing this by pioneering cutting edge innovation from Design Thinking to Smart Automation & Artificial Intelligence and applying it to banking. SG GSC provides services in the areas of Application Development and Maintenance, Infrastructure Management, Business Process Management, and Knowledge Process Management to Société Générale business lines around the world.

“We are committed to creating a diverse environment and are proud to be an equal opportunity employer. All qualified applicants receive consideration for employment without regard to race, color, religion, gender identity or expression, sexual orientation, national origin, genetics, disability, age, or veteran status”

 

Department

As part of the Risk Department, you will be at the center of Société Générale business. The Risk Department aims to contribute to the development of business lines and their profitability through a challenging risk culture.

Working within the Risk Department is intellectually stimulating, and current economic activities guide our analysis on a daily basis. As a key business partner, the department is in close proximity to all of the Group’s business lines. Joining us would mean integrated into a network of proven excellent at the very center of bank’s activities, opening access to new and exciting development opportunities.

Within the Risk department, Model Development (MOD) is responsible for calibration of regulatory credit risk (PD, LGD and EAD) and provision (IFRS9) models.

 

ABOUT YOUR ROLE

ROLE DESCRIPTION (SUMMARY):

Conduct end to end model calibration for regulatory credit risk (PD, LGD and EAD) and provision (IFRS9) models.

 

RESPONSIBILITIES:

As a subject matter expert, your mission would be:

·        Driving automation of existing calibration exercises, and support team to build efficiency in model calibration processes

·        Propose streamlining/automation project plan, including plan of analysis to be carried out for the missions

·        Deliver calibration missions within agreed timelines, with desired quality benchmarks

·        Support Model development team in investigations on data and model performance

·        Ensure adherence to Group standards on calibration and Regulatory guidelines

·        Manage interactions with Société Générale Group model development team

·        Prepare a report to communicate results and findings from data investigations and automation initiatives

 

EDUCATIONAL QUALIFICATION:

Bachelor’s in Engineering or Masters in a quantitative subject such as Computer Science, Mathematics or Economics

KEY SKILLS:

·        2 + years of experience in data manipulation on large datasets (> 1 million rows) leveraging programing languages like SAS, R or Python

·        Knowledge of regulatory credit risk (PD, LGD and EAD) and/or provision (IFRS9) models

·        Exposure to banking book and knowledge of BASEL/IFRS9 guidelines is desirable

·        Excellent written (documentation) and oral communication skills in English

LEADERSHIP SKILLS: Client Focus, Team Sprit, Commitment, Responsibility and Innovation